OverviewChartNewsTraderScreen

Soc. Generale Call 45 EBO 20.12.2.../  DE000SV6D070  /

Frankfurt Zert./SG
30/07/2024  21:45:34 Chg.+0.030 Bid21:54:08 Ask21:54:08 Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.550
Bid Size: 7,000		 0.570
Ask Size: 7,000		 ERSTE GROUP BNK INH.... 45.00 EUR 20/12/2024 Call
 

Master data

WKN: SV6D07
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.86
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.28
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.28
Time value: 0.26
Break-even: 50.40
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.69
Theta: -0.01
Omega: 6.12
Rho: 0.11
 

Quote data

Open: 0.510
High: 0.580
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.02%
1 Month  
+52.78%
3 Months  
+111.54%
YTD  
+292.86%
1 Year  
+129.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.520 0.400
6M High / 6M Low: 0.520 0.097
High (YTD): 29/07/2024 0.520
Low (YTD): 05/03/2024 0.097
52W High: 29/07/2024 0.520
52W Low: 09/11/2023 0.090
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   124.63%
Volatility 6M:   137.13%
Volatility 1Y:   127.09%
Volatility 3Y:   -